Hi guys, how do i get different time frames of data (60 minutes say), put buy/sell conditions based on candlestick patterns (high of 5 bars ago > low of yesterday bar for instance) and put take profit/ stop loss levels (say a certain number of pips or percentage of equity).
Jing Wu
Hi Frank, you can start with the Bootcamp lessons.
1) To get different time frames, You could use data consolidator to consolidate bars to a lower resolution.
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DataConsolidationAlgorithm.py
For example, for 60min timeframe, you can use the hourly resolution or use the minute resolution and consolidate the minute bar to 60 minutes bar.
2) To get the history bar data, you'll need the rolling window to save the bar data
3) Other than MarketOrder, we also have LimitOrder, StopMarketOrder and StopLimitOrder available to use. Please see this example about the order ticket.
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/OrderTicketDemoAlgorithm.py
Frank Leo
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